Works by Gael Margaret Martin:

Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis]This paper has another version. Agregated cites: 2

Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures.(2014) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis]This paper has another version. Agregated cites: 2

Testing for Dependence in Non-Gaussian Time Series Data.(2004) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis]This paper has another version. Agregated cites: 1

U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks.(1998) In: Monash Econometrics and Business Statistics Working Papers.[Citation analysis]This paper has another version. Agregated cites: 87

Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis]